kpls_load.m

一个简单的pls程序吧

clear ;
global nlplag nlpdim method


 method=1;
 nlplag = 1;% 延时
 nlpdim =7;% 嵌入维为7，mpmr效果最好
 kk=20;

str='d:\data\out2.mat';
load(str);
x=out2';
x=x./max(x);



foo = lagembed(x,nlpdim, nlplag);
[data, images] = getimage(foo);
xdata=data(1:end-1,:);
ydata=data(2:end,:);
clear x foo data images;
ape=[];
for day=1:7
yest=[];

l=day*24;
% l=0*24;
x=xdata(1:1944+l-nlpdim,:);
y=ydata(1:1944+l-nlpdim,:);
xt=xdata(1945+l-nlpdim,:);


for j=1:24  % 多步测最大为24步

%输出lin(i),const(i)分别为线性局加权均
yy=calculatey(x,y,xt);
yest=[yest yy(1)];
x=[x;xt];y=[y;yy];
xt=[yy(1) xt(1:nlpdim-1)];
end






endvalue= yest;
% endvalue= 0.5*(Max-Min)*targs(end-23:end) + 0.5*(Max-Min)+Min+Me;
actualvalue=ydata(1945+l-nlpdim:1968+l-nlpdim);
ape1= abs((actualvalue-endvalue)./actualvalue);
ape=[ape mean(ape1)];
% mean(ape)
end